arXiv · 1611.05132
Convergence rate of stochastic k-means
Abstract
We analyze online \cite{BottouBengio} and mini-batch \cite{Sculley} $k$-means variants. Both scale up the widely used $k$-means algorithm via stochastic approximation, and have become popular for large-scale clustering and unsupervised feature learning. We show, for the first time, that starting with any initial solution, they converge to a "local optimum" at rate $O(\frac{1}{t})$ (in terms of the $k$-means objective) under general conditions. In addition, we show if the dataset is clusterable, when initialized with a simple and scalable seeding algorithm, mini-batch $k$-means converges to an optimal $k$-means solution at rate $O(\frac{1}{t})$ with high probability. The $k$-means objective is non-convex and non-differentiable: we exploit ideas from recent work on stochastic gradient descent for non-convex problems \cite{ge:sgd_tensor, balsubramani13} by providing a novel characterization of the trajectory of $k$-means algorithm on its solution space, and circumvent the non-differentiability problem via geometric insights about $k$-means update.
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Cheng Tang, Claire Monteleoni. 2016-11-16. Convergence rate of stochastic k-means. https://arxiv.org/abs/1611.05132
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